Carbon dioxide (CO2) sensor has a wide range of applications in many industrial fields. However, most existing CO2 sensors exhibit obvious cross-sensitivity to environmental relative humidity (RH). Therefore, it becomes critical for CO2 sensors to eliminate the interference of humidity. In this study, based on the advantages of conveniently constructing sensing network and multiplexing capability of FBGs, the combination of polyimide-coated fiber Bragg gratings (FBGs) and etched FBGs sensors with different sensitivities was proposed to detect the concentration of CO2 and humidity levels simultaneously. Two sets of sensors were fabricated by changing the coating thickness and etching the grating region, respectively. The experimental results indicate that all the sensors have a good linear response to CO2 and humidity, as well as excellent response reversibility and repeatability. The highest sensitivity of the sensors towards CO2 was 0.585 με/vol% CO2, while 4.191 με/% RH towards humidity. The CO2+RH mixture exposure experiments were carried out to demonstrate the feasibility of simultaneous detection of CO2 and humidity levels, which showed small deviations between the detected and set values of CO2 concentrations and humidity levels. Moreover, the fabricated sensors can operate over a wide range of temperatures.